+811.9%
PNC vs ITUB
+1,902.7%
-1,090.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | 0.0% |
| 7D | -0.7% | 0.0% | -0.7% | -0.8% |
| 30D | -4.4% | +2.6% | -7.0% | -5.3% |
| 3M | +4.5% | +8.4% | -3.9% | +1.5% |
| 6M | +19.1% | -0.5% | +19.6% | +18.4% |
| YTD | +18.0% | +15.3% | +2.7% | +11.6% |
| 1Y | +24.1% | +28.7% | -4.7% | +12.9% |
| 3Y | +130.0% | +118.7% | +11.3% | +73.6% |
| 5Y | +50.4% | +182.7% | -132.3% | +0.7% |
| 10Y | +271.3% | +207.6% | +63.7% | +121.3% |
| All | +811.9% | +1,902.7% | -1,090.8% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling